Make sure the PDF extension is also assigned to it.
On a new system, I found Adobe Reader DC doesn't work (in Opus or Explorer) until the standalone version of it has been launched once and the licence pop-up agreed to. But, beyond that, it just works once installed.
If it's working in Explorer but not Opus, my suspicion is you have antivirus/privacy software which is blocking dopus.exe, docsvw32.exe or docsvw64.exe from opening PDF files or from loading the Adobe components. If you're using Defender, see here; otherwise, try excluding the same processes from the antivirus/privacy software that you use.